StockFetcher Forums · Filter Exchange · /* MOMENTUM STOCKS */<< >>Post Follow-up
TheRumpledOne
6,362 posts
msg #103227
Ignore TheRumpledOne
11/4/2011 11:49:00 AM

Fetcher[
/* MOMENTUM STOCKS */

/* CLOSE ABOVE SUPPORT/RESISTANCE (CASR) */

/* CASR = X, WHERE X =

5 = CLOSE CLOSED ABOVE R2
4 = CLOSE CLOSED ABOVE R1
3 = CLOSE CLOSED ABOVE PP
2 = CLOSE CLOSED ABOVE S1
1 = CLOSE CLOSED ABOVE S2
*/

set{AS2, count(close above s2,1)}
set{AS1, count(close above s1,1)}
set{AR2, count(close above r2,1)}
set{AR1, count(close above r1,1)}
set{APP, count(close above pp,1)}

Set{Paa, AR2 + AR1}
Set{Pab, Paa + APP}
Set{Pac, Pab + AS1}
Set{CASR, Pac + AS2}

/* LOW ABOVE SUPPORT/RESISTANCE (LASR) */

set{LAS2, count(LOW above s2,1)}
set{LAS1, count(LOW above s1,1)}
set{LAR2, count(LOW above r2,1)}
set{LAR1, count(LOW above r1,1)}
set{LAPP, count(LOW above pp,1)}

Set{LPaa, LAR2 + LAR1}
Set{LPab, LPaa + LAPP}
Set{LPac, LPab + LAS1}
Set{LASR, LPac + LAS2}

/* HIGH ABOVE SUPPORT/RESISTANCE (HASR) */

set{HAS2, count(HIGH above s2,1)}
set{HAS1, count(HIGH above s1,1)}
set{HAR2, count(HIGH above r2,1)}
set{HAR1, count(HIGH above r1,1)}
set{HAPP, count(HIGH above pp,1)}

Set{HPaa, HAR2 + HAR1}
Set{HPab, HPaa + HAPP}
Set{HPac, HPab + HAS1}
Set{HASR, HPac + HAS2}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdays, days(vck < 2, 100)}

set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{dojix, close - open}
set{doji,days(dojix equal 0,100)}


and add column LASR
and add column CASR
and add column HASR


/*
add column s2
add column s1
add column pp
add column r1
add column r2
*/


/* STOCK SELECTION CRITERIA FOLLOWS BELOW */

/* RSI(2) < 1 STOCKS */
SET{RSI2,COUNT(RSI(2) BELOW 1, 1)}

/* CLOSE CROSSED ABOVE EMA(5) STOCKS */
SET{EMA51, EMA(5) 1 DAY AGO}
SET{close1, close 1 DAY AGO}
SET{EMA5A, COUNT(CLOSE ABOVE EMA(5),1)}
SET{EMA5B, COUNT(CLOSE1 BELOW EMA51,1)}
SET{EMA5, EMA5A * EMA5B}

/* WHITE CANDLE PIERCING UPPER BOLLINGER BAND STOCKS */
SET{BBW, COUNT(bollinger Width(20,2) reached a new 6 month low within the last 5 days , 1)}
SET{CAO, COUNT(close above open ,1)}
SET{CAUBB, COUNT( close above the upper bollinger band (20),1)}
SET{OBUBB, COUNT( open below the upper bollinger band (20),1)}

SET{WCPBA, BBW * CAO}
SET{WCPBB, OBUBB * CAUBB}
SET{WCPBC, WCPBA * WCPBB}


/* MUDDY ZONE STOCK*/

set{uBBx, count(HIGH crossed above the upper bollinger band (20),5)}
SET{UBBC, COUNT(UBBx ABOVE 0,1)}
SET{LBE, COUNT(low below ema(13),1) * COUNT(close above ma(20),1)}
set{MZS, UBBC * LBE}


/* USING BOOLEAN "OR" LOGIC TO SELECT STOCKS */

SET{GM1, RSI2 + EMA5}
SET{GM2, MZS + WCPBC}
SET{GM, GM2 + GM1}

GM ABOVE 0

/* Momentum Days since last CrossOver */



set{MoMoX, days(momentum(2) below cma(momentum(2),20), 100) - days(momentum(2) above cma(momentum(2),20), 100)}


/* Momentum Days since CrossOver of Zero line */

set{MoMoZa, days(momentum(2) below 0, 100)}
set{MoMoZb, days(momentum(2) above 0, 100)}

set{MoMoZ, days(momentum(2) below 0, 100) - days(momentum(2) above 0,100)}

/* Momentum Trend */

set{MoMoD1, momentum(2) 1 day ago}
set{MoMoT, days(momentum(2) below MoMoD1, 100) - days(momentum(2) above MoMoD1, 100)}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

and add column CCa
and add column CCb
and add column CxC {CxC_}

and add column MoMoX
and add column MoMoZa
and add column MoMoZb
and add column MoMoZ


and add column MoMoT

and add column Trend
and add column doji

/*
and add column momentum(25) {MOMO25}
and add column momentum(20) {MOMO20}
*/

/* Momentum Selection - picking stocks with momentum heading up */

/*
MoMoT above 0

MoMoX above 0


MoMoZ EQUAL 1
*/

TREND ABOVE 0
close above 20
volume above 1000000

cca above 0
ccb above 0

/* END FILTER */
]



Something I wrote years ago.


StockFetcher Forums · Filter Exchange · /* MOMENTUM STOCKS */<< >>Post Follow-up

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